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Domestic banking industry network analysis: the sovereign-bank nexus
Thomas, Natalie; Duke, Kateri - 2022
Persistent link: https://www.econbiz.de/10013455023
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The great entanglement : the contagious capacity of the international banking network just before the 2008 crisis
Garratt, Rod; Mahadeva, Lavan; Svirydzenka, Katsiaryna - In: Journal of banking & finance 49 (2014), pp. 367-385
Persistent link: https://www.econbiz.de/10010508016
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Networks of counterparties in the centrally cleared EU-wide interest rate derivatives market
Fiedor, Paweł; Lapschies, Sarah; Országhová, Lucia - 2017
We perform a network analysis of the centrally cleared interest rate derivatives market in the European Union, by looking at counterparty relations within both direct (house) clearing and client clearing. Since the majority of the gross notional is transferred within central counterparties and...
Persistent link: https://www.econbiz.de/10011978321
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Interconnectedness, systemic crises, and recessions
Espinosa-Vega, Marco A.; Russell, Steven - In: Latin American journal of central banking : LAJCB 1 (2020) 1/4, pp. 1-26
] Interconnectedness among financial institutions (banks) can play a major role in precipitating systemic financial crises. [2] It does so …, and acquire loans originated by other banks. Interconnectedness of this sort can obscure information, resulting in banks … interconnectedness. The optimal degree of regulation may depend on depositors' degree of risk aversion and may not eliminate financial …
Persistent link: https://www.econbiz.de/10012545824
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Mapping Vertical Trade
Ferrarini, Benno - 2011
The paper develops a method to map global networks of production sharing and processing trade. Relying on highly detailed bilateral trade data across a matrix of 75 countries, a network index gauges countries' interdependence according to the extent of trade in parts and components for further...
Persistent link: https://www.econbiz.de/10010507310
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Mapping vertical trade
Ferrarini, Benno - 2011
The paper develops a method to map global networks of production sharing and processing trade. Relying on highly detailed bilateral trade data across a matrix of 75 countries, a network index gauges countries interdependence according to the extent of trade in parts and components for further...
Persistent link: https://www.econbiz.de/10009301878
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Measuring the systemic importance of banks
Moratis, Georgios; Sakellarēs, Plutarchos - In: Journal of financial stability 54 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10012794115
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Mapping exposures of EU banks to the global shadow banking system
Abad, Jorge; D'Errico, Marco; Killeen, Neill; Luz, Vera; … - In: Journal of banking & finance 134 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10013400171
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The ECB and IMF indicators for the macro-prudential analysis of the banking sector: a comparison of the two approaches
Agresti, Anna Maria; Baudino, Patrizia; Poloni, Paolo - 2008
In January 2007 the International Monetary Fund (IMF) published, on an ad hoc basis, a series of financial soundness indicators (FSIs) based on a common methodology (the IMF compilation Guide) for 62 countries, including all 27 European Union countries. The European Central Bank (ECB), jointly...
Persistent link: https://www.econbiz.de/10011606251
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The ECB and IMF Indicators for the Macro-Prudential Analysis of the Banking Sector : A Comparison of the Two Approaches
Agresti, Anna Maria; Baudino, Patrizia; Poloni, Paolo - 2021
In January 2007 the International Monetary Fund (IMF) published, on an ad hoc basis, a series of financial soundness indicators (FSIs) based on a common methodology (the IMF compilation Guide) for 62 countries, including all 27 European Union countries. The European Central Bank (ECB), jointly...
Persistent link: https://www.econbiz.de/10013316516